Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 643.418828 658.961165 674.249091 690.414194 707.016898 723.567434 741.309288
2026-01-04 622.413497 645.240080 667.996733 692.384929 717.780082 743.443291 771.337393
2026-01-11 608.803681 636.755293 664.896370 695.353899 727.391105 760.093729 796.004855
2026-01-18 597.158681 629.177252 661.676196 697.139374 734.756661 773.478424 816.364246
2026-01-25 588.768540 624.329922 660.682623 700.636586 743.331238 787.604501 837.009445
2026-02-01 580.625344 619.244400 658.975541 702.924805 750.201476 799.552702 854.999660
2026-02-08 573.497515 614.867621 657.678396 705.314723 756.870706 811.018470 872.236209
2026-02-15 566.246583 610.051490 655.627399 706.618608 762.118086 820.738763 887.400007
2026-02-22 559.773135 605.827311 653.986483 708.144909 767.405024 830.332061 902.283141
2026-03-01 553.304936 601.395078 651.923303 709.021104 771.810750 838.821871 915.840316
2026-03-08 546.576998 596.489124 649.168277 708.969452 775.044274 845.898529 927.735185
2026-03-15 541.570284 593.321672 648.178485 710.725850 780.150545 854.939514 941.730788
2026-03-22 535.585146 588.956433 645.765888 710.814152 783.332464 861.800821 953.279370
2026-03-29 531.328162 586.391303 645.238291 712.896843 788.647792 870.967906 967.365212
2026-04-05 528.008407 584.769195 645.667581 715.963803 794.994273 881.238178 982.668212
2026-04-12 524.027742 582.311482 645.078418 717.809004 799.902335 889.849920 996.077707
2026-04-19 521.469210 581.371418 646.117841 721.423195 806.754568 900.619446 1011.927767
2026-04-26 518.202440 579.556238 646.105846 723.787994 812.144157 909.707186 1025.859113
2026-05-03 515.159905 577.924002 646.237091 726.257930 817.607964 918.851942 1039.851813
2026-05-10 511.500434 575.521321 645.433408 727.605485 821.744187 926.454535 1052.065681
2026-05-17 508.135102 573.389142 644.878407 729.182918 826.099440 934.279076 1064.527462
2026-05-24 504.453791 570.833172 643.783664 730.088473 829.638887 941.139059 1075.864216
2026-05-31 500.271811 567.640364 641.903224 730.035090 832.025398 946.638240 1085.604502